That's why you get a battery back-up.

I was using my office PC almost 2 hours ago when the power went out. This was the first time I had experienced a power outage since I moved into my house. I didn't understand why it had happened, because there was no snow or rain outside, though it had drizzled a bit the night before. Fortunately, I have a battery back-up for my office computers and my media center PC, so they did not experience a power interruption. Since I no longer had a working Internet connection, I decided to shut down my computers.

I called up Ameren, and their automated system helpfully informed me that there were about 650 houses without power in my area, and that the problem was being worked. The estimated completion time was 15:00, which wasn't too bad. I'm now at my mom's house, but hopefully the power has been restored at mine.